-4.1%
FLUT vs Z
+6.9%
-11.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | -1.1% | -4.6% | +3.5% | -0.6% |
| 30D | +7.7% | +8.3% | -0.6% | +6.2% |
| 3M | -12.2% | -11.6% | -0.6% | -10.9% |
| 6M | -17.6% | -33.6% | +16.1% | -13.2% |
| YTD | -62.0% | -56.7% | -5.3% | -57.9% |
| 1Y | -62.3% | -59.1% | -3.1% | -57.9% |
| 3Y | -52.0% | -20.4% | -31.6% | -50.8% |
| 5Y | -51.8% | -55.3% | +3.5% | -49.6% |
| 10Y | -26.3% | -14.2% | -12.1% | -21.8% |
| All | -4.1% | +6.9% | -11.0% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling